An Approximation of Subfractional Brownian Motion (Q5419689): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Guang Jun Shen / rank
Normal rank
 
Property / author
 
Property / author: Guang Jun Shen / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03610926.2013.769598 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2017676043 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence towards two independent Gaussian processes from a unique Poisson process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sub-fractional Brownian motion and its relation to occupation times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian density process and its self-intersection local time of order \(k\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle systems with quasi-homogeneous initial states and their occupation time fluctuations / rank
 
Normal rank
Property / cites work
 
Property / cites work: An approximation to the Rosenblatt process using martingale differences / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Invariance Principle for Stationary Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic analysis of the fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak approximation for a class of Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Lower Classes of the Sub-Fractional Brownian Motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple construction of the fractional Brownian motion. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations of fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian motion and martingale-differences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3141895 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Remarks on sub-fractional Bessel processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Remarks on an integral functional driven by sub-fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integration with respect to the sub-fractional Brownian motion with / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian motion, random walks and binary market models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence to fractional brownian motion and to the rosenblatt process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Wiener integral with respect to a sub-fractional Brownian motion on an interval / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the collision local time of sub-fractional Brownian motions / rank
 
Normal rank

Latest revision as of 15:18, 8 July 2024

scientific article; zbMATH DE number 6302736
Language Label Description Also known as
English
An Approximation of Subfractional Brownian Motion
scientific article; zbMATH DE number 6302736

    Statements

    An Approximation of Subfractional Brownian Motion (English)
    0 references
    0 references
    0 references
    11 June 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    subfractional Brownian motion
    0 references
    martingale differences
    0 references
    convergence in distribution
    0 references
    0 references
    0 references
    0 references
    0 references